Spatial capture–recapture models allowing Markovian transience or dispersal

Spatial capture–recapture (SCR) models are a relatively recent development in quantitative ecology, and they are becoming widely used to model density in studies of animal populations using camera traps, DNA sampling and other methods which produce spatially explicit individual encounter information. One of the core assumptions of SCR models is that individuals possess home ranges that are spatially stationary during the sampling period. For many species, this assumption is unlikely to be met and, even for species that are typically territorial, individuals may disperse or exhibit transience at some life stages. In this paper we first conduct a simulation study to evaluate the robustness of estimators of density under ordinary SCR models when dispersal or transience is present in the population. Then, using both simulated and real data, we demonstrate that such models can easily be described in the BUGS language providing a practical framework for their analysis, which allows us to evaluate movement dynamics of species using capture–recapture data. We find that while estimators of density are extremely robust, even to pathological levels of movement (e.g., complete transience), the estimator of the spatial scale parameter of the encounter probability model is confounded with the dispersal/transience scale parameter. Thus, use of ordinary SCR models to make inferences about density is feasible, but interpretation of SCR model parameters in relation to movement should be avoided. Instead, when movement dynamics are of interest, such dynamics should be parameterized explicitly in the model.     

New Ranked Set Sampling for One‐Parameter Family of Distributions

Bhoj (1997c) proposed a new ranked set sampling (NRSS) procedure for a specific two‐parameter family of distributions when the sample size is even. This NRSS procedure can be applied to one‐parameter family of distributions when the sample size is even. However, this procedure cannot be used if the sample size is odd. Therefore, in this paper, we propose a modified version of the NRSS procedure which can be used for one‐parameter distributions when the sample size is odd. Simple estimator for the parameter based on proposed NRSS is derived. The relative precisions of this estimator are higher than those of other estimators which are based on other ranked set sampling procedures and the best linear unbiased estimator using all order statistics.     

Regularized estimation for the accelerated failure time model

Summary .  In the presence of high-dimensional predictors, it is challenging to develop reliable regression models that can be used to accurately predict future outcomes. Further complications arise when the outcome of interest is an event time, which is often not fully observed due to censoring. In this article, we develop robust prediction models for event time outcomes by regularizing the Gehan's estimator for the accelerated failure time (AFT) model ( Tsiatis, 1996 , Annals of Statistics 18, 305–328) with least absolute shrinkage and selection operator (LASSO) penalty. Unlike existing methods based on the inverse probability weighting and the Buckley and James estimator ( Buckley and James, 1979 , Biometrika 66, 429–436), the proposed approach does not require additional assumptions about the censoring and always yields a solution that is convergent. Furthermore, the proposed estimator leads to a stable regression model for prediction even if the AFT model fails to hold. To facilitate the adaptive selection of the tuning parameter, we detail an efficient numerical algorithm for obtaining the entire regularization path. The proposed procedures are applied to a breast cancer dataset to derive a reliable regression model for predicting patient survival based on a set of clinical prognostic factors and gene signatures. Finite sample performances of the procedures are evaluated through a simulation study.     

A semiparametric approach for the nonparametric transformation survival model with multiple covariates

The nonparametric transformation model makes no parametric assumptions on the forms of the transformation function and the error distribution. This model is appealing in its flexibility for modeling censored survival data. Current approaches for estimation of the regression parameters involve maximizing discontinuous objective functions, which are numerically infeasible to implement with multiple covariates. Based on the partial rank (PR) estimator (Khan and Tamer, 2004), we propose a smoothed PR estimator which maximizes a smooth approximation of the PR objective function. The estimator is shown to be asymptotically equivalent to the PR estimator but is much easier to compute when there are multiple covariates. We further propose using the weighted bootstrap, which is more stable than the usual sandwich technique with smoothing parameters, for estimating the standard error. The estimator is evaluated via simulation studies and illustrated with the Veterans Administration lung cancer data set.     

Sequential estimation in line transect surveys

This article considers using sequential procedures to determine the amount of survey effort required in a line transect survey in order to achieve a certain precision level in estimating the abundance of a biological population. Sequential procedures are constructed for both parametric and nonparametric animal abundance estimators. The criterion used to derive the stopping rules is the width of confidence intervals for the animal abundance. For each estimator considered, we develop stopping rules based on the asymptotic distributions and the bootstrap. A sequential analysis on an aerial survey of the southern bluefin tuna indicates substantial saving of survey effort can be made by employment of the proposed sequential procedures. This savings of survey effort is also observed in a simulation study designed to evaluate the empirical performance of the proposed sequential procedures.     

A semiparametric odds ratio model for measuring association

We propose a semiparametric odds ratio model to measure the association between two variables taking discrete values, continuous values, or a mixture of both. Methods for estimation and inference with varying degrees of robustness to model assumptions are studied. Semiparametric efficient estimation and inference procedures are also considered. The estimation methods are compared in a simulation study and applied to the study of associations among genital tract bacterial counts in HIV infected women.     

Extending Zelterman's approach for robust estimation of population size to zero-truncated clustered Data

Estimation of population size with missing zero-class is an important problem that is encountered in epidemiological assessment studies. Fitting a Poisson model to the observed data by the method of maximum likelihood and estimation of the population size based on this fit is an approach that has been widely used for this purpose. In practice, however, the Poisson assumption is seldom satisfied. Zelterman (1988) has proposed a robust estimator for unclustered data that works well in a wide class of distributions applicable for count data. In the work presented here, we extend this estimator to clustered data. The estimator requires fitting a zero-truncated homogeneous Poisson model by maximum likelihood and thereby using a Horvitz-Thompson estimator of population size. This was found to work well, when the data follow the hypothesized homogeneous Poisson model. However, when the true distribution deviates from the hypothesized model, the population size was found to be underestimated. In the search of a more robust estimator, we focused on three models that use all clusters with exactly one case, those clusters with exactly two cases and those with exactly three cases to estimate the probability of the zero-class and thereby use data collected on all the clusters in the Horvitz-Thompson estimator of population size. Loss in efficiency associated with gain in robustness was examined based on a simulation study. As a trade-off between gain in robustness and loss in efficiency, the model that uses data collected on clusters with at most three cases to estimate the probability of the zero-class was found to be preferred in general. In applications, we recommend obtaining estimates from all three models and making a choice considering the estimates from the three models, robustness and the loss in efficiency.     

Predictive Estimation of Finite Population Mean Using a Product Estimator for Two-Stage Sampling

In an attempt to estimate a finite population mean under the predictive approach described in Basu (1971) through the product method of estimation, we created a new product-type estimator for a two-stage sampling procedure. We also report a simulation study that is made in order to understand better the performance of the new estimator compared to the classical product estimator.     

Improved Generalized Ratio-Cum-Product Estimation

In this paper, a generalized ratio-cum-product estimator for estimating the ratio (product) of two population means using auxiliary information on two other variables is given of which the estimators by SINGH (1969) and SHAH and SHAH (1978) are particular cases. The estimator is regeneralized when the covariance between two auxiliary variables is known.     

Bayesian estimation of species richness from quadrat sampling data in the presence of prior information

We consider the problem of estimating the number of species of an animal community. It is assumed that it is possible to draw up a list of species liable to be present in this community. Data are collected from quadrat sampling. Models considered in this article separate the assumptions related to the experimental protocol and those related to the spatial distribution of species in the quadrats. Our parameterization enables us to incorporate prior information on the presence, detectability, and spatial density of species. Moreover, we elaborate procedures to build the prior distributions on these parameters from information furnished by external data. A simulation study is carried out to examine the influence of different priors on the performances of our estimator. We illustrate our approach by estimating the number of nesting bird species in a forest.     

Analysis of longitudinal marginal structural models

In this article we construct and study estimators of the causal effect of a time-dependent treatment on survival in longitudinal studies. We employ a particular marginal structural model (MSM), proposed by Robins (2000), and follow a general methodology for constructing estimating functions in censored data models. The inverse probability of treatment weighted (IPTW) estimator of Robins et al. (2000) is used as an initial estimator and forms the basis for an improved, one-step estimator that is consistent and asymptotically linear when the treatment mechanism is consistently estimated. We extend these methods to handle informative censoring. The proposed methodology is employed to estimate the causal effect of exercise on mortality in a longitudinal study of seniors in Sonoma County. A simulation study demonstrates the bias of naive estimators in the presence of time-dependent confounders and also shows the efficiency gain of the IPTW estimator, even in the absence such confounding. The efficiency gain of the improved, one-step estimator is demonstrated through simulation.     

Fast block variance estimation procedures for inhomogeneous spatial point processes

We introduce two new variance estimation procedures that usenon-overlapping and overlapping blocks, respectively. The non-overlappingblocks estimator can be viewed as the limit of the thinned blockbootstrap estimator recently proposed in Guan Loh (2007), byletting the number of thinned processes and bootstrap samplestherein both increase to infinity. The non-overlapping blocksestimator can be obtained quickly since it does not requireany thinning or bootstrap steps, and it is more stable. Theoverlapping blocks estimator further improves the performanceof the non-overlapping blocks with a modest increase in computationtime. A simulation study demonstrates the superiority of theproposed estimators over the thinned block bootstrap estimator.     

Cross-trait prediction accuracy of summary statistics in genome-wide association studies

In the era of big data, univariate models have widely been used as a workhorse tool for quickly producing marginal estimators; and this is true even when in a high-dimensional dense setting, in which many features are “true,” but weak signals. Genome-wide association studies (GWAS) epitomize this type of setting. Although the GWAS marginal estimator is popular, it has long been criticized for ignoring the correlation structure of genetic variants (i.e., the linkage disequilibrium [LD] pattern). In this paper, we study the effects of LD pattern on the GWAS marginal estimator and investigate whether or not additionally accounting for the LD can improve the prediction accuracy of complex traits. We consider a general high-dimensional dense setting for GWAS and study a class of ridge-type estimators, including the popular marginal estimator and the best linear unbiased prediction (BLUP) estimator as two special cases. We show that the performance of GWAS marginal estimator depends on the LD pattern through the first three moments of its eigenvalue distribution. Furthermore, we uncover that the relative performance of GWAS marginal and BLUP estimators highly depends on the ratio of GWAS sample size over the number of genetic variants. Particularly, our finding reveals that the marginal estimator can easily become near-optimal within this class when the sample size is relatively small, even though it ignores the LD pattern. On the other hand, BLUP estimator has substantially better performance than the marginal estimator as the sample size increases toward the number of genetic variants, which is typically in millions. Therefore, adjusting for the LD (such as in the BLUP) is most needed when GWAS sample size is large. We illustrate the importance of our results by using the simulated data and real GWAS.     

Robust best linear estimation for regression analysis using surrogate and instrumental variables

We investigate methods for regression analysis when covariates are measured with errors. In a subset of the whole cohort, a surrogate variable is available for the true unobserved exposure variable. The surrogate variable satisfies the classical measurement error model, but it may not have repeated measurements. In addition to the surrogate variables that are available among the subjects in the calibration sample, we assume that there is an instrumental variable (IV) that is available for all study subjects. An IV is correlated with the unobserved true exposure variable and hence can be useful in the estimation of the regression coefficients. We propose a robust best linear estimator that uses all the available data, which is the most efficient among a class of consistent estimators. The proposed estimator is shown to be consistent and asymptotically normal under very weak distributional assumptions. For Poisson or linear regression, the proposed estimator is consistent even if the measurement error from the surrogate or IV is heteroscedastic. Finite-sample performance of the proposed estimator is examined and compared with other estimators via intensive simulation studies. The proposed method and other methods are applied to a bladder cancer case-control study.     

Estimation of Residual Valve Gradient from Incomplete Data with Outliers

An important indicator for the long-term recovery after valve replacement surgery is postoperative valve gradient. This information is available only for patients received catheterization or echocardiogram postoperatively. It is plausible that sicker patients are more inclined to undergo these postoperative procedures and their valve gradients tend to be higher. Under this situation, ignoring the missing values and using sample mean based on the available information as an estimate of the whole study population leads to overestimation. Regression estimator is a reasonable choice to eliminate this bias if independent (explanatory) variables closely associated with both residual valve gradient and non-response mechanism can be identified. Using a series of patients receiving St. Jude Medical prosthetic valves, we found that valve area index can be used as an independent variable in the regression estimator. Two digressions from the standard assumptions used in linear regression, heteroscedastic trend of the error term and outliers were found in the data set. Iteratively reweighted least square (IRLS) was adopted to handle heteroscedasticity. Influence function approach was used to evaluate the sensitivity of outliers in regression estimator. Under an equal response rate mechanism, IRLS not only solves the problem of heteroscedasticity, but is also less sensitive to outliers.     

Statistical Efficiency in Distance Sampling

Distance sampling is a technique for estimating the abundance of animals or other objects in a region, allowing for imperfect detection. This paper evaluates the statistical efficiency of the method when its assumptions are met, both theoretically and by simulation. The theoretical component of the paper is a derivation of the asymptotic variance penalty for the distance sampling estimator arising from uncertainty about the unknown detection parameters. This asymptotic penalty factor is tabulated for several detection functions. It is typically at least 2 but can be much higher, particularly for steeply declining detection rates. The asymptotic result relies on a model which makes the strong assumption that objects are uniformly distributed across the region. The simulation study relaxes this assumption by incorporating over-dispersion when generating object locations. Distance sampling and strip transect estimators are calculated for simulated data, for a variety of overdispersion factors, detection functions, sample sizes and strip widths. The simulation results confirm the theoretical asymptotic penalty in the non-overdispersed case. For a more realistic overdispersion factor of 2, distance sampling estimation outperforms strip transect estimation when a half-normal distance function is correctly assumed, confirming previous literature. When the hazard rate model is correctly assumed, strip transect estimators have lower mean squared error than the usual distance sampling estimator when the strip width is close enough to its optimal value (± 75% when there are 100 detections; ± 50% when there are 200 detections). Whether the ecologist can set the strip width sufficiently accurately will depend on the circumstances of each particular study.     

Estimating the abundance of rare and elusive carnivores from photographic-sampling data when the population size is very small

Conservation and management agencies require accurate and precise estimates of abundance when considering the status of a species and the need for directed actions. Due to the proliferation of remote sampling cameras, there has been an increase in capture–recapture studies that estimate the abundance of rare and/or elusive species using closed capture–recapture estimators (C–R). However, data from these studies often do not meet necessary statistical assumptions. Common attributes of these data are (1) infrequent detections, (2) a small number of individuals detected, (3) long survey durations, and (4) variability in detection among individuals. We believe there is a need for guidance when analyzing this type of sparse data. We highlight statistical limitations of closed C–R estimators when data are sparse and suggest an alternative approach over the conventional use of the Jackknife estimator. Our approach aims to maximize the probability individuals are detected at least once over the entire sampling period, thus making the modeling of variability in the detection process irrelevant, estimating abundance accurately and precisely. We use simulations to demonstrate when using the unconditional-likelihood M ₀ (constant detection probability) closed C–R estimator with profile-likelihood confidence intervals provides reliable results even when detection varies by individual. If each individual in the population is detected on average of at least 2.5 times, abundance estimates are accurate and precise. When studies sample the same species at multiple areas or at the same area over time, we suggest sharing detection information across datasets to increase precision when estimating abundance. The approach suggested here should be useful for monitoring small populations of species that are difficult to detect.     

A Note on Balanced Sampling and Robust Genetic Predictors

The concept of balanced sampling is applied to prediction in finite samples using model based inference procedures. Necessary and sufficient conditions are derived for a general linear model with arbitrary covariance structure to yield the expansion estimator as the best linear unbiased predictor for the mean. The analysis is extended to produce a robust estimator for the mean squared error under balanced sampling and the results are discussed in the context of statistical genetics where appropriate sampling produces simple efficient and robust genetic predictors free from unnecessary genetic assumptions.     

Estimating risk difference in multicenter studies under baseline-risk heterogeneity

In this paper, we consider the case of efficient estimation of the risk difference in a multicenter study allowing for baseline heterogeneity. We consider the optimally weighted estimator for the common risk difference and show that this estimator has considerable bias when the true weights (which are inversely proportional to the variances of the center-specific risk difference estimates) are replaced by their sample estimates. In addition, we propose a new estimator for this situation of the Mantel-Haenszel type that is unbiased and, in addition, has a smaller variance for small sample sizes within the study centers. Simulations illustrate these findings.     

On Second Order Efficiency of Estimators Derived by Generalised χ2 Distance Functions

Taylor (1953) proposed a distance function in connection with the logit χ² estimator. For product (associated) multinomial distributions, he showed that minimization of the distance function yields BAN estimators. Aithal (1986) and Rao (1989) considered a modified version of Taylor's distance function and showed that a member belonging to this class leads to a second order efficient estimator. In this paper we consider Taylor's distance function and show that a member belonging to this class produces a second order efficient estimator. In addition to the above two, the m.l. estimator is also second order efficient. In order to compare these three second order efficient estimators, the small sample variances of the estimators are estimated through a simulation study. The results indicate that the variance of the m.l. estimator is the smallest in most of the cases.